+18.1%
XYZ vs GGLL
+328.4%
-310.3%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | +2.9% | +1.9% | +1.0% | +2.2% |
| 30D | +1.4% | -9.7% | +11.1% | +5.0% |
| 3M | +14.6% | -18.0% | +32.6% | +20.3% |
| 6M | +20.8% | +15.3% | +5.5% | +8.1% |
| YTD | +23.1% | +2.2% | +20.9% | +14.9% |
| 1Y | +5.6% | +73.1% | -67.4% | -22.8% |
| 3Y | +50.9% | +242.7% | -191.8% | -30.2% |
| All | +18.1% | +328.4% | -310.3% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling